Printed from https://ideas.repec.org/b/spr/sprbok/978-3-642-03479-4.html
Contemporary Quantitative Finance
Editor
Listed:
- Carl Chiarella(The University of Technology, School of Finance and Economics Department of Mathematical Sciences)Alexander Novikov(The University of Technology, School of Finance and Economics Department of Mathematical Sciences)
Abstract
No abstract is available for this item.
Individual chapters are listed in the "Chapters" tab
Suggested Citation
DOI: 10.1007/978-3-642-03479-4
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Citations
Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
Cited by:
- Bahman Angoshtari & Thaleia Zariphopoulou & Xun Yu Zhou, 2016. "Predictable Forward Performance Processes: The Binomial Case," Papers 1611.04494, arXiv.org, revised Mar 2019.
Book Chapters
The following chapters of this book are listed in IDEAS- Daniel Fernholz & Ioannis Karatzas, 2010. "Probabilistic Aspects of Arbitrage," Springer Books, in: Carl Chiarella & Alexander Novikov (ed.), Contemporary Quantitative Finance, pages 1-17, Springer.
- Constantinos Kardaras, 2010. "Finitely Additive Probabilities and the Fundamental Theorem of Asset Pricing," Springer Books, in: Carl Chiarella & Alexander Novikov (ed.), Contemporary Quantitative Finance, pages 19-34, Springer.
- Hardy Hulley & Martin Schweizer, 2010. "M6—On Minimal Market Models and Minimal Martingale Measures," Springer Books, in: Carl Chiarella & Alexander Novikov (ed.), Contemporary Quantitative Finance, pages 35-51, Springer.
- Hardy Hulley, 2010. "The Economic Plausibility of Strict Local Martingales in Financial Modelling," Springer Books, in: Carl Chiarella & Alexander Novikov (ed.), Contemporary Quantitative Finance, pages 53-75, Springer.
- Joseph Najnudel & Ashkan Nikeghbali, 2010. "A Remarkable σ-finite Measure Associated with Last Passage Times and Penalisation Problems," Springer Books, in: Carl Chiarella & Alexander Novikov (ed.), Contemporary Quantitative Finance, pages 77-97, Springer.
- Giorgia Galesso & Wolfgang J. Runggaldier, 2010. "Pricing Without Equivalent Martingale Measures Under Complete and Incomplete Observation," Springer Books, in: Carl Chiarella & Alexander Novikov (ed.), Contemporary Quantitative Finance, pages 99-121, Springer.
- Xiaobo Bao & Freddy Delbaen & Ying Hu, 2010. "Existence and Non-uniqueness of Solutions for BSDE," Springer Books, in: Carl Chiarella & Alexander Novikov (ed.), Contemporary Quantitative Finance, pages 123-134, Springer.
- Samuel N. Cohen & Robert J. Elliott, 2010. "Comparison Theorems for Finite State Backward Stochastic Differential Equations," Springer Books, in: Carl Chiarella & Alexander Novikov (ed.), Contemporary Quantitative Finance, pages 135-158, Springer.
- Peter Imkeller & Gonçalo Dos Reis & Jianing Zhang, 2010. "Results on Numerics for FBSDE with Drivers of Quadratic Growth," Springer Books, in: Carl Chiarella & Alexander Novikov (ed.), Contemporary Quantitative Finance, pages 159-182, Springer.
- Dilip B. Madan, 2010. "Variance Swap Portfolio Theory," Springer Books, in: Carl Chiarella & Alexander Novikov (ed.), Contemporary Quantitative Finance, pages 183-194, Springer.
- Marek Musiela & Thaleia Zariphopoulou, 2010. "Stochastic Partial Differential Equations and Portfolio Choice," Springer Books, in: Carl Chiarella & Alexander Novikov (ed.), Contemporary Quantitative Finance, pages 195-216, Springer.
- Carlos Veiga & Uwe Wystup, 2010. "Issuers’ Commitments Would Add More Value than Any Rating Scheme Could Ever Do," Springer Books, in: Carl Chiarella & Alexander Novikov (ed.), Contemporary Quantitative Finance, pages 217-229, Springer.
- Damir Filipović & Thorsten Schmidt, 2010. "Pricing and Hedging of CDOs: A Top Down Approach," Springer Books, in: Carl Chiarella & Alexander Novikov (ed.), Contemporary Quantitative Finance, pages 231-253, Springer.
- Pavel V. Gapeev & Monique Jeanblanc & Libo Li & Marek Rutkowski, 2010. "Constructing Random Times with Given Survival Processes and Applications to Valuation of Credit Derivatives," Springer Books, in: Carl Chiarella & Alexander Novikov (ed.), Contemporary Quantitative Finance, pages 255-280, Springer.
- Carl Chiarella & Andrew Ziogas & Jonathan Ziveyi, 2010. "Representation of American Option Prices Under Heston Stochastic Volatility Dynamics Using Integral Transforms," Springer Books, in: Carl Chiarella & Alexander Novikov (ed.), Contemporary Quantitative Finance, pages 281-315, Springer.
- Min Dai & Hanqing Jin & Yifei Zhong & Xun Yu Zhou, 2010. "Buy Low and Sell High," Springer Books, in: Carl Chiarella & Alexander Novikov (ed.), Contemporary Quantitative Finance, pages 317-333, Springer.
- Konstantin A. Borovkov & Andrew N. Downes & Alexander A. Novikov, 2010. "Continuity Theorems in Boundary Crossing Problems for Diffusion Processes," Springer Books, in: Carl Chiarella & Alexander Novikov (ed.), Contemporary Quantitative Finance, pages 335-351, Springer.
- John van der Hoek, 2010. "Binomial Models for Interest Rates," Springer Books, in: Carl Chiarella & Alexander Novikov (ed.), Contemporary Quantitative Finance, pages 353-368, Springer.
- In-Hwan Chung & Tim Dun & Erik Schlögl, 2010. "Lognormal Forward Market Model (LFM) Volatility Function Approximation," Springer Books, in: Carl Chiarella & Alexander Novikov (ed.), Contemporary Quantitative Finance, pages 369-405, Springer.
- Fernando Baltazar-Larios & Michael Sørensen, 2010. "Maximum Likelihood Estimation for Integrated Diffusion Processes," Springer Books, in: Carl Chiarella & Alexander Novikov (ed.), Contemporary Quantitative Finance, pages 407-423, Springer.
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